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Amanda M. Y. Chu

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

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83

TOTAL CITATIONS

2

Scholarly Papers (1)

1.

Should Investors Choose Both the Highest-Return and Small-Variance Assets When the Mean-Variance Rule Says No? A Study of Health Care and T-Bill in the Investment

Number of pages: 47 Posted: 08 Mar 2020
Northeast Normal University - KLASMOE & School of Mathematics and Statistics, affiliation not provided to SSRN, Drexel University - Department of Finance and Asia University, Department of Finance
Downloads 83 (790,029)
Citation 2

Abstract:

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Health care sector; T-Bill; Mean-variance portfolio optimization; Mean-risk rules; Stochastic dominance